Tim Leung and Xin Li (2015). Optimal mean reversion trading with transaction costs and stop-loss exit, International Journal of Theoretical and Applied Finance 18 (03), 1550020
Optimal mean reversion trading with transaction costs and stop-loss exit
Tim Leung and Xin Li (2015). Optimal mean reversion trading with transaction costs and stop-loss exit, International Journal of Theoretical and Applied Finance 18 (03), 1550020